A test of general asymmetric dependence. Jiang, L., Maasoumi, E., Pan, J., & Wu, K. Journal of Applied Econometrics, 33(7):1026–1043, November, 2018.
Paper doi bibtex @article{jiang_test_2018,
title = {A test of general asymmetric dependence},
volume = {33},
issn = {0883-7252, 1099-1255},
url = {https://onlinelibrary.wiley.com/doi/10.1002/jae.2643},
doi = {10.1002/jae.2643},
language = {en},
number = {7},
urldate = {2021-09-15},
journal = {Journal of Applied Econometrics},
author = {Jiang, Lei and Maasoumi, Esfandiar and Pan, Jiening and Wu, Ke},
month = nov,
year = {2018},
pages = {1026--1043},
}
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